+193.5%
NRG vs CASY
+229.6%
-36.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +1.9% |
| 7D | -4.7% | -18.6% | +13.9% | -2.1% |
| 30D | -6.0% | -26.6% | +20.7% | -2.2% |
| 3M | -8.0% | -32.8% | +24.8% | -3.2% |
| 6M | -23.2% | -10.0% | -13.1% | -23.7% |
| YTD | -28.1% | +11.6% | -39.7% | -31.6% |
| 1Y | -27.3% | +11.5% | -38.8% | -31.0% |
| 3Y | +208.7% | +160.7% | +48.0% | +134.7% |
| All | +193.5% | +229.6% | -36.1% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling